Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher, Algorithmic Trader and former Portfolio Manager at Capital Theory Investment Management, LLC, a CTA based in Austin, Texas (USA), where I developed and ran automated algorithmic trading strategies for the US Futures and Options markets. 

My work is focused on the statistical study of the "persistence of trends" and "mean reversion" effects in global Equities, Futures, Indexes, Bonds and FX Spot markets. I make extensive use of probabilistic Bayesian models to predict short-term (1 day to few weeks) trend reversals.

I do not use any AI/machine learning processes in my work: all models and algorithms are built by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

My proprietary models can be accessed directly at www.qantrading.com

Quantitative Researcher

EQD | Nifty Index Options Weekly (Jan 24 – 31): Second Longest Decline Since 2007

EQD / NSE NIFTY50 Vol Update / India Budget Event Dominates Local Options Markets.

EQD | Nifty 50 Option Strategy - Implied Volatility Is Not as Rich as It Seems

MRM Research

Quantitative Research

Quantitative Analysis

India Consumer discretionary / Quantitative Analysis

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index (NIFTY INDEX)</a> has been pullingback for 5 consecutive months. However the index may be at a juncture where it could start to rally and rise again.</li>
<li>This insight discusses the short-term (WEEKLY, for the next few weeks) tactical profit targets for the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a>.</li>
<li>According to our NIFTY WEEKLY model, the index has a good chance to reverse and go higher, as long as Trump suddenly does not put some tariffs also on India!</li>
</ul>


The NIFTY Index (NIFTY INDEX) has been pullingback for 5 consecutive months. However the index may be at a juncture where it could start to rally and rise again.
This insight discusses the short-term (WEEKLY, for the next few weeks) tactical profit targets for the NIFTY.
According to our NIFTY WEEKLY model, the index has a good chance to reverse and go higher, as long as Trump suddenly does not put some tariffs also on India!


The Long-Overdue NIFTY Index Rally: Let's Talk About PROFIT TARGETS